PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SPY1.DE vs. FNCMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SPY1.DE vs. FNCMX

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) and Fidelity NASDAQ Composite Index Fund (FNCMX).

SPY1.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 Low Volatility. It was launched on Oct 3, 2012. FNCMX is managed by Fidelity.

Performance

SPY1.DE vs. FNCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) and Fidelity NASDAQ Composite Index Fund (FNCMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPY1.DE vs. FNCMX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF		3.53%-7.26%20.46%-3.91%0.94%34.70%-10.69%29.65%3.67%2.32%
FNCMX
Fidelity NASDAQ Composite Index Fund		-5.46%6.74%38.02%40.78%-28.21%31.36%32.66%39.72%1.49%12.58%
Different Trading Currencies

SPY1.DE is traded in EUR, while FNCMX is traded in USD. To make them comparable, the FNCMX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPY1.DE achieves a 3.53% return, which is significantly higher than FNCMX's -5.46% return. Over the past 10 years, SPY1.DE has underperformed FNCMX with an annualized return of 7.69%, while FNCMX has yielded a comparatively higher 16.69% annualized return.

SPY1.DE

1D
0.01%
1M
-4.44%
YTD
3.53%
6M
2.22%
1Y
-7.07%
3Y*
5.13%
5Y*
6.75%
10Y*
7.69%

FNCMX

1D
2.99%
1M
-3.94%
YTD
-5.46%
6M
-3.43%
1Y
16.25%
3Y*
19.27%
5Y*
11.22%
10Y*
16.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPDR S&P 500 Low Volatility UCITS ETF

Fidelity NASDAQ Composite Index Fund

Often compared with SPY1.DE:
SPY1.DE vs. SPYSPY1.DE vs. FXAIXSPY1.DE vs. VOOSPY1.DE vs. VOOGSPY1.DE vs. AAPLSPY1.DE vs. USMVSPY1.DE vs. VDIV.DE
Often compared with FNCMX:
FNCMX vs. QQQFNCMX vs. FXAIXFNCMX vs. ONEQFNCMX vs. VOOFNCMX vs. VUGFNCMX vs. SWLGXFNCMX vs. SPYG

SPY1.DE vs. FNCMX - Expense Ratio Comparison

SPY1.DE has a 0.35% expense ratio, which is higher than FNCMX's 0.29% expense ratio.

SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF
FNCMX
Fidelity NASDAQ Composite Index Fund

Return for Risk

SPY1.DE vs. FNCMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPY1.DE
SPY1.DE Risk / Return Rank: 33
Overall Rank
SPY1.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SPY1.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SPY1.DE Omega Ratio Rank: 33
Omega Ratio Rank
SPY1.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
SPY1.DE Martin Ratio Rank: 33
Martin Ratio Rank
FNCMX
FNCMX Risk / Return Rank: 6868
Overall Rank
FNCMX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FNCMX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FNCMX Omega Ratio Rank: 6262
Omega Ratio Rank
FNCMX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FNCMX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPY1.DE vs. FNCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) and Fidelity NASDAQ Composite Index Fund (FNCMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

SPY1.DEFNCMXDifference

Sharpe ratio

Return per unit of total volatility

-0.53

0.69

-1.22

Sortino ratio

Return per unit of downside risk

-0.62

1.12

-1.74

Omega ratio

Gain probability vs. loss probability

0.92

1.17

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.72

1.16

-1.88

Martin ratio

Return relative to average drawdown

-1.09

3.95

-5.04

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPY1.DE vs. FNCMX - Sharpe Ratio Comparison

The current SPY1.DE Sharpe Ratio is -0.53, which is lower than the FNCMX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SPY1.DE and FNCMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

SPY1.DEFNCMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

0.69

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.51

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.75

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.61

+0.10

Correlation

The correlation between SPY1.DE and FNCMX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SPY1.DE vs. FNCMX - Dividend Comparison

SPY1.DE has not paid dividends to shareholders, while FNCMX's dividend yield for the trailing twelve months is around 0.55%.

TTM20252024202320222021202020192018201720162015
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNCMX
Fidelity NASDAQ Composite Index Fund		0.55%0.51%0.61%0.67%0.88%0.47%0.67%4.41%1.93%0.03%1.01%1.50%

Drawdowns

SPY1.DE vs. FNCMX - Drawdown Comparison

The maximum SPY1.DE drawdown since its inception was -35.30%, smaller than the maximum FNCMX drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for SPY1.DE and FNCMX.

Loading graphics...

Drawdown Indicators

SPY1.DEFNCMXDifference

Max Drawdown

Largest peak-to-trough decline

-35.30%

-55.08%

+19.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-13.25%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

-35.64%

+19.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

-35.64%

+0.34%

Current Drawdown

Current decline from peak

-10.12%

-9.68%

-0.44%

Average Drawdown

Average peak-to-trough decline

-6.11%

-7.91%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

3.61%

+2.59%

Volatility

SPY1.DE vs. FNCMX - Volatility Comparison

The current volatility for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) is 3.33%, while Fidelity NASDAQ Composite Index Fund (FNCMX) has a volatility of 5.95%. This indicates that SPY1.DE experiences smaller price fluctuations and is considered to be less risky than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

SPY1.DEFNCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

5.95%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

13.28%

-6.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.35%

25.52%

-12.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

22.11%

-9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.99%

22.38%

-8.39%